﻿using System;
using System.Collections.Generic;
using System.Text;

    /// <summary>
    /// OptionData
    /// </summary>
    public class OptionData
    {
        /// <summary>
        /// Ask
        /// </summary>
        public double Ask { get; set; }

        /// <summary>
        /// Bid
        /// </summary>
        public double Bid { get; set; }

        /// <summary>
        /// High
        /// </summary>
        public double High { get; set; }

        /// <summary>
        /// Low
        /// </summary>
        public double Low { get; set; }

        /// <summary>
        /// Volatility
        /// </summary>
        public double Volatility { get; set; }

        /// <summary>
        /// Delta
        /// </summary>
        public double Delta { get; set; }

        /// <summary>
        /// Rho
        /// </summary>
        public double Rho { get; set; }

        /// <summary>
        /// Vega
        /// </summary>
        public double Vega { get; set; }

        /// <summary>
        /// Gamma
        /// </summary>
        public double Gamma { get; set; }

        /// <summary>
        /// Theta
        /// </summary>
        public double Theta { get; set; }

        /// <summary>
        /// Strike
        /// </summary>
        public double Strike { get; set; }

        /// <summary>
        /// OptionType
        /// </summary>
        public OptionType OptionType { get; set; }

        /// <summary>
        /// Expiry
        /// </summary>
        public DateTime Expiry { get; set; }
    }

    /// <summary>
    /// Option Type
    /// </summary>
    public enum OptionType
    {
        /// <summary>
        /// Call
        /// </summary>
        Call = 1,

        /// <summary>
        /// Put
        /// </summary>
        Put = 2,
    }
